$39.35
-0.01 (-0.03%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2022-05-18 — the price history has a 658-day gap before it.
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.46% | Sharpe | 0.83 |
| Sortino | 1.26 |
| Beta | 1.07 | Correlation | 0.36 |
| Up capture | 136.09% | Down capture | 75.13% |
Relative Value shows −0.14 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.13% | Ulcer Index | 14.74 |
| MTD | 0.20% | QTD | 3.58% |
| YTD | 40.91% | Window (ann., 3.0y) | 28.20% |
| Skewness | 0.30 | Excess Kurtosis | 1.66 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.12 |
| Gain/Pain | 0.15 | Hit Rate | 51.13% |
| Win/Loss | 1.08 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.78% | -6.06% | -3.96% | -5.65% |
| CVaR (ES) | -5.02% | -7.13% | -5.00% | -6.50% |
| VaR (Cornish-Fisher) | — | — | -3.66% | -5.99% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.13% | 2023-09-05 | 2024-02-14 | 2024-05-09 | 112 | 59 |
| -28.40% | 2025-01-21 | 2025-09-08 | 2026-01-14 | 158 | 89 |
| -25.43% | 2026-02-25 | 2026-06-08 | ongoing | 71 | — |
| -13.69% | 2024-05-09 | 2024-05-29 | 2024-07-18 | 13 | 34 |
| -11.00% | 2024-07-19 | 2024-09-10 | 2024-09-17 | 36 | 5 |
| -9.72% | 2024-12-05 | 2024-12-18 | 2025-01-17 | 9 | 19 |
| -7.46% | 2024-11-06 | 2024-11-07 | 2024-11-08 | 1 | 1 |
| -5.02% | 2023-08-23 | 2023-08-28 | 2023-09-01 | 3 | 4 |
| -4.42% | 2026-01-30 | 2026-02-04 | 2026-02-09 | 3 | 3 |
| -4.33% | 2024-11-12 | 2024-11-13 | 2024-11-18 | 1 | 3 |
Worst depth first · lengths in trading days.